+32.5%
PFE vs SEDG
+118.8%
-86.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.7% |
| 7D | -4.0% | +8.7% | -12.8% | -4.4% |
| 30D | +3.9% | +10.3% | -6.5% | +3.3% |
| 3M | +9.9% | -32.6% | +42.5% | +11.1% |
| 6M | +5.3% | -3.6% | +8.9% | +3.7% |
| YTD | +16.8% | +27.4% | -10.6% | +12.8% |
| 1Y | +20.4% | +24.9% | -4.5% | +15.7% |
| 3Y | -2.1% | -75.3% | +73.2% | -3.7% |
| 5Y | -21.0% | -86.3% | +65.3% | -21.8% |
| All | +32.5% | +118.8% | -86.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling